Regularization with Approximated L2L^2 Maximum Entropy Method

We tackle the inverse problem of reconstructing an unknown finite measure $\mu$ from a noisy observation of a generalized moment of $\mu$ defined as the integral of a continuous and bounded operator $\Phi$ with respect to $\mu$. When only a quadratic approximation $\Phi_m$ of the operator is known, we introduce the $L^2$ approximate maximum entropy solution as a minimizer of a convex functional subject to a sequence of convex constraints. Under several assumptions on the convex functional, the convergence of the approximate solution is established and rates of convergence are provided.Comment: 16 page

Adaptive complexity regularization for linear inverse problems

We tackle the problem of building adaptive estimation procedures for ill-posed inverse problems. For general regularization methods depending on tuning parameters, we construct a penalized method that selects the optimal smoothing sequence without prior knowledge of the regularity of the function to be estimated. We provide for such estimators oracle inequalities and optimal rates of convergence. This penalized approach is applied to Tikhonov regularization and to regularization by projection.Comment: Published in at http://dx.doi.org/10.1214/07-EJS115 the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org

Kernel Inverse Regression for spatial random fields

In this paper, we propose a dimension reduction model for spatially dependent variables. Namely, we investigate an extension of the \emph{inverse regression} method under strong mixing condition. This method is based on estimation of the matrix of covariance of the expectation of the explanatory given the dependent variable, called the \emph{inverse regression}. Then, we study, under strong mixing condition, the weak and strong consistency of this estimate, using a kernel estimate of the \emph{inverse regression}. We provide the asymptotic behaviour of this estimate. A spatial predictor based on this dimension reduction approach is also proposed. This latter appears as an alternative to the spatial non-parametric predictor

Saturation spaces for regularization methods in inverse problems

The aim of this article is to characterize the saturation spaces that appear in inverse problems. Such spaces are defined for a regularization method and the rate of convergence of the estimation part of the inverse problem depends on their definition. Here we prove that it is possible to define these spaces as regularity spaces, independent of the choice of the approximation method. Moreover, this intrinsec definition enables us to provide minimax rate of convergence under such assumptionsLinear inverse problems, regularization methods, structural econometrics

Semiparametric estimation of shifts on compact Lie groups for image registration

In this paper we focus on estimating the deformations that may exist between similar images in the presence of additive noise when a reference template is unknown. The deformations aremodeled as parameters lying in a finite dimensional compact Lie group. A generalmatching criterion based on the Fourier transformand itswell known shift property on compact Lie groups is introduced. M-estimation and semiparametric theory are then used to study the consistency and asymptotic normality of the resulting estimators. As Lie groups are typically nonlinear spaces, our tools rely on statistical estimation for parameters lying in a manifold and take into account the geometrical aspects of the problem. Some simulations are used to illustrate the usefulness of our approach and applications to various areas in image processing are discussed

Semi-parametric estimation of shifts

We observe a large number of functions differing from each other only by a translation parameter. While the main pattern is unknown, we propose to estimate the shift parameters using $M$-estimators. Fourier transform enables to transform this statistical problem into a semi-parametric framework. We study the convergence of the estimator and provide its asymptotic behavior. Moreover, we use the method in the applied case of velocity curve forecasting.Comment: Published in at http://dx.doi.org/10.1214/07-EJS026 the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org

Estimation error for blind Gaussian time series prediction

We tackle the issue of the blind prediction of a Gaussian time series. For this, we construct a projection operator build by plugging an empirical covariance estimation into a Schur complement decomposition of the projector. This operator is then used to compute the predictor. Rates of convergence of the estimates are given

Manifold embedding for curve registration

We focus on the problem of finding a good representative of a sample of random curves warped from a common pattern f. We first prove that such a problem can be moved onto a manifold framework. Then, we propose an estimation of the common pattern f based on an approximated geodesic distance on a suitable manifold. We then compare the proposed method to more classical methods